133. Treatment of contractual obligations to extend funds within a 30-day period over certain limit (LCR, Basel III)

Description

If the total of all contractual obligations to extend funds to retail and non-financial corporate clients within the next 30 calendar days (not captured in the prior categories) exceeds 50% of the total contractual inflows due in the next 30 calendar days from these clients, the difference should be reported as a 100% outflow.

Importance

High

Súvisiace pojmy:

Nadradený pojem:

(iv) Additional requirements (LCR, Basel III)

Susedné pojmy:

116. Treatment of derivatives cash outflows (LCR, Basel III)
117. Calculation of outflows related to derivative payments (LCR, Basel III)
118. Increased liquidity needs related to downgrade triggers embedded in financing transactions, derivatives and other contracts (LCR, Basel III)
119. Increased liquidity needs related to the potential for valuation changes on posted collateral securing derivative and other transactions (LCR, Basel III)
120. Increased liquidity needs related to excess non-segregated collateral held by the bank that could contractually be called at any time by the counterparty (LCR, Basel III)
121. Increased liquidity needs related to contractually required collateral on transactions for which the counterparty has not yet demanded the collateral be posted (LCR, Basel III)
122. Increased liquidity needs related to contracts that allow collateral substitution to non-HQLA assets (LCR, Basel III)
123. Increased liquidity needs related to market valuation changes on derivative or other transactions (LCR, Basel III)
124. Loss of funding on asset-backed securities,(49) covered bonds and other structured financing instruments (LCR, Basel III)
125. Loss of funding on asset-backed commercial paper, conduits, securities investment vehicles and other such financing facilities (LCR, Basel III)
126. Drawdowns on committed credit and liquidity facilities (LCR, Basel III)
127. Calculation of undrawn portion of credit and liquidity facilities (LCR, Basel III)
128. Liquidity facility and committed credit facility description (LCR, Basel III)
129. Liquidity facility to other legal entities (LCR, Basel III)
130. Avoidance of double counting related to financing programs (LCR, Basel III)
131. Committed credit facilities with their associated drawdown rate (LCR, Basel III)
132. Contractual obligations to extend funds within a 30-day period (LCR, Basel III)
134. Other contingent funding obligations (LCR, Basel III)
135. Non-contractual contingent funding obligations (LCR, Basel III)
136. Treatment of contingent funding obligations with unusual triggers (LCR, Basel III)
137. Treatment of non contractual contingent funding obligations related to joint ventures or some minority investments (LCR, Basel III)
138. Treatment of contingent funding obligations stemming from trade finance instruments (LCR, Basel III)
139. Treatment of lending commitments (LCR, Basel III)
140. Run-off rates for the other contingent funding obligations determined by national authorities (LCR, Basel III)
141. Other contractual cash outflows (LCR, Basel III)